+224.6%
VT vs GSK
+102.0%
+122.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.5% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | -1.7% | +7.8% | -9.6% | -4.2% |
| 3M | -2.3% | +0.3% | -2.6% | -2.7% |
| 6M | +1.5% | +3.4% | -1.9% | -0.3% |
| YTD | +12.0% | +5.9% | +6.1% | +8.6% |
| 1Y | +12.9% | +8.2% | +4.6% | +8.5% |
| 3Y | +74.9% | +65.3% | +9.7% | +39.0% |
| 5Y | +59.9% | +43.3% | +16.6% | +32.6% |
| 10Y | +224.6% | +102.9% | +121.7% | +128.7% |
| All | +224.6% | +102.0% | +122.7% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling